-41.7%
TECH vs JAAA
+26.4%
-68.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | +0.1% | +0.5% | -0.3% | -0.6% |
| 3M | +37.5% | +1.2% | +36.3% | +34.8% |
| 6M | +34.6% | +2.8% | +31.7% | +28.5% |
| YTD | +23.5% | +3.2% | +20.3% | +17.4% |
| 1Y | +34.4% | +4.8% | +29.5% | +24.6% |
| 3Y | +2.3% | +19.0% | -16.7% | -10.5% |
| 5Y | -41.7% | +26.8% | -68.6% | -50.4% |
| All | -41.7% | +26.4% | -68.1% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling